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Asymptotic properties of estimates of trend parameters in measurements at random times

  • Mathematical Processing of Physics Experimental Data
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Russian Physics Journal Aims and scope

Abstract

Convergence with almost 100% probability and asymptotic normality of estimates of the trend parameters of a random process is proved when the sampling times form a Poisson flow of events.

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References

  1. F. F. Idrisov, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 3, 3–10 (1995).

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Authors
  1. F. F. Idrisov
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  2. T. A. Sazanova
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Additional information

Tomsk State Pedagogical University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 24–29, April, 2000.

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Idrisov, F.F., Sazanova, T.A. Asymptotic properties of estimates of trend parameters in measurements at random times. Russ Phys J 43, 273–278 (2000). https://doi.org/10.1007/BF02508358

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  • DOI: https://doi.org/10.1007/BF02508358

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